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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0543	16.43***
α ARCH Response to squared shocks	0.0542	17.52***
β GARCH Volatility persistence	0.9382	428.19***
γ leverage Additional response to negative shocks	-0.0116	-2.44**

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Chicago SRW Wheat GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses